+5.5%
TXT vs BTG
+99.9%
-94.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | -10.4% | +9.5% | -19.9% | -11.1% |
| 3M | -14.3% | +38.5% | -52.8% | -16.4% |
| 6M | -15.1% | +5.6% | -20.7% | -16.2% |
| YTD | -8.3% | +23.9% | -32.2% | -10.7% |
| 1Y | -0.7% | +32.1% | -32.8% | -4.1% |
| All | +5.5% | +99.9% | -94.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling